+11.9%
EL vs SSNC
-9.9%
+21.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -4.4% | -6.7% | +2.4% | -2.2% |
| 30D | +10.3% | -0.8% | +11.1% | +10.7% |
| 3M | +13.4% | +16.1% | -2.7% | +8.9% |
| 6M | +3.1% | +7.9% | -4.9% | +0.4% |
| YTD | -6.9% | -8.7% | +1.8% | -4.0% |
| 1Y | +11.9% | -9.5% | +21.4% | +17.7% |
| All | +11.9% | -9.9% | +21.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling